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All Journal Dinamika Akuntansi Keuangan dan Perbankan Jurnal Bisnis dan Ekonomi
Wendy .
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Economics, Econometrics & Finance

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MODEL PENILAIAN RISIKO KREDIT DAN KEGAGALAN MODEL MERTON TAHUN 1974: SEBUAH TELAAH KONSEPTUAL Wendy .
Dinamika Akuntansi Keuangan dan Perbankan Vol 4 No 2 (2015): Vol. 4 No. 2 EDISI NOPEMBER 2015
Publisher : Faculty of Economic and Business Universitas STIKUBANK

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Abstract

This article examines various models of credit risk assessment. The study results show that the models can be classified based on the approach adopted, namely the traditional and the structural. In its development, the structural approach by Merton model is dominating, although at the end it reaps many critics when the LTCM crisis happened in America, in the late 1998. Those critics lead to the assumptions used, which considers only the endogenous factor without having to analyze the exogenous factor. The failure of the Merton model has its own attention from the experts so that many of them are trying to polish them. Nevertheless, the results showed that each model has its own advantages and disadvantages that need a comprehensive understanding and analysis of the managers when they want to adopt one of them.Keywords: Credit risk, Merton model, firm-specific risk, and market risk.
APAKAH INVESTOR SAHAM MENDERITA MYOPIC LOSS AVERSION? EKSPERIMEN wendy .
Jurnal Bisnis dan Ekonomi Vol 17 No 1 (2010): Vol. 17 No. 1 Maret 2010
Publisher : Fakultas Ekonomika dan Bisnis, Universitas Stikubank

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Abstract

This study explores the psychology of bias experienced stock investors when making investmentdecision. Through the within-subject experimental design, researchers conducted manipulation ontwo different tritmen conditions (frequent and infrequent), which refers to the theory of myopicloss aversion (MLA). The experimental results show a consistency to the theory of stock investorsMLA. Analysis of gender showed a similarity in terms of investor behavior between male andfemale investors. Other findings show the existence of "shock effect" experienced by the investors.Keywords: behavioral finance, myopic loss aversion, gender, and shock effect
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